Like I said in my previous message, cookies are a feature of your browser, so depending on the type of browser you use, the location where the cookies are stored is different. BabyWebServer only controls the content of the cookie file but not it's location or filename.

IE normally stores cookies in your personal folder:
C:\Documents and Settings\YourName\Cookies
The name depends on the URL you used to access the server.
For example:
http://127.0.0.1
results in a cookie file:
yourname@127.0.0.1.txt

Once again, this may be different depending on your browser configuration, (local) security settings.

Note that if cookies from other Web Sites do work, you might have to change your local security settings.